Market Microstructure
Internazionali BNL d'Italia: Laura Siegemund vs Karolina Pliskova →Spread Analysis
Best Bid
48.0¢
Best Ask
49.0¢
Spread
1.00¢
Spread %
2.06%
Midpoint
48.5¢
Liquidity
$67K
Order Flow
Total Trades
1,000
Avg Trade Size
35
Median Trade Size
6
Max Trade Size
2,861
Buy Trades
784
Sell Trades
216
Buy / Sell Ratio78.4% / 21.6%